+557.2%
CME vs TDG
+13,063.4%
-12,506.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -2.9% | -0.9% | -2.0% | -2.5% |
| 30D | +5.5% | -6.5% | +12.1% | +8.2% |
| 3M | +11.0% | -5.1% | +16.0% | +12.4% |
| 6M | -9.7% | -11.5% | +1.8% | -6.7% |
| YTD | +4.9% | -13.9% | +18.8% | +9.0% |
| 1Y | +10.1% | -11.5% | +21.5% | +12.8% |
| 3Y | +53.5% | +53.7% | -0.1% | +21.9% |
| 5Y | +77.2% | +135.5% | -58.3% | +13.9% |
| 10Y | +282.1% | +535.2% | -253.0% | +37.7% |
| All | +557.2% | +13,063.4% | -12,506.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling